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How can I determine which of the matrix solver is faster for a given set of equations: Gaussian elimination or Jacobi iteration?

In case, I have a banded matrix, is it advisable to use LU decomposition over Jacobi iteration for faster convergence?

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  • $\begingroup$ How large is your matrix? How many bands does it have? What language are you programming in? $\endgroup$
    – littleO
    Jul 11 '14 at 20:16
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    $\begingroup$ Normally, this can be done by trying them, that is, by experimenting. Also note that the Jacobi method might be terribly slow unless the matrix is, e.g., strongly diagonally dominant. There are better iterative solvers out there. $\endgroup$ Jul 11 '14 at 21:23
  • $\begingroup$ WHat are the other iterative solvers that I should try? $\endgroup$
    – user163917
    Jul 12 '14 at 21:05

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